+145.1%
MS vs DG
-35.0%
+180.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +1.4% | +8.4% | -7.0% | +0.9% |
| 30D | -0.3% | +4.9% | -5.2% | -0.6% |
| 3M | +0.3% | +29.3% | -29.0% | -1.6% |
| 6M | +31.3% | -11.3% | +42.6% | +32.2% |
| YTD | +24.7% | +1.8% | +22.9% | +24.3% |
| 1Y | +47.9% | +25.3% | +22.6% | +45.3% |
| 3Y | +178.3% | +9.1% | +169.3% | +175.4% |
| All | +145.1% | -35.0% | +180.0% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling